@agg-build/sdk 1.2.13 → 2.0.0

package/dist/index.js

@@ -70,6 +70,9 @@ __export(index_exports, {
   MatchStatus: () => MatchStatus,
   MatchType: () => MatchType,
   OrderStatus: () => OrderStatus,
+  OrderType: () => OrderType,
+  RECURRENCE_CADENCES: () => RECURRENCE_CADENCES,
+  TimeInForce: () => TimeInForce,
   TradeSide: () => TradeSide,
   TurnstileChallengeError: () => TurnstileChallengeError,
   VENUES: () => VENUES,
@@ -193,8 +196,14 @@ var OrderStatus = /* @__PURE__ */ ((OrderStatus2) => {
   OrderStatus2["pending_bridge"] = "pending_bridge";
   OrderStatus2["submitting"] = "submitting";
   OrderStatus2["submitted"] = "submitted";
+  OrderStatus2["open"] = "open";
+  OrderStatus2["partially_filled_open"] = "partially_filled_open";
+  OrderStatus2["cancel_pending"] = "cancel_pending";
   OrderStatus2["filled"] = "filled";
   OrderStatus2["partial_fill"] = "partial_fill";
+  OrderStatus2["failed"] = "failed";
+  OrderStatus2["expired"] = "expired";
+  OrderStatus2["cancelled"] = "cancelled";
   return OrderStatus2;
 })(OrderStatus || {});
 var TradeSide = /* @__PURE__ */ ((TradeSide2) => {
@@ -202,6 +211,20 @@ var TradeSide = /* @__PURE__ */ ((TradeSide2) => {
   TradeSide2["Sell"] = "sell";
   return TradeSide2;
 })(TradeSide || {});
+var OrderType = /* @__PURE__ */ ((OrderType2) => {
+  OrderType2["Market"] = "market";
+  OrderType2["Limit"] = "limit";
+  return OrderType2;
+})(OrderType || {});
+var TimeInForce = /* @__PURE__ */ ((TimeInForce2) => {
+  TimeInForce2["GTC"] = "GTC";
+  TimeInForce2["GTD"] = "GTD";
+  TimeInForce2["FOK"] = "FOK";
+  TimeInForce2["FAK"] = "FAK";
+  TimeInForce2["IOC"] = "IOC";
+  TimeInForce2["ALO"] = "ALO";
+  return TimeInForce2;
+})(TimeInForce || {});
 
 // ../common/src/utils/format-market-display.ts
 function formatOutcomeLabel(venue, outcome, _market) {
@@ -826,7 +849,14 @@ var AggWebSocket = class {
     this.pendingFlushUnsubs = /* @__PURE__ */ new Set();
     this.pendingFlushTradeSubs = /* @__PURE__ */ new Set();
     this.pendingFlushTradeUnsubs = /* @__PURE__ */ new Set();
+    this.pendingFlushArbSubs = /* @__PURE__ */ new Set();
+    this.pendingFlushArbUnsubs = /* @__PURE__ */ new Set();
     this.flushScheduled = false;
+    // ── Arb subscriptions ──
+    this.arbSubs = /* @__PURE__ */ new Map();
+    this.arbFeedCbs = /* @__PURE__ */ new Set();
+    /** Latest arb market update per marketId (last-value-wins, loss-tolerant). */
+    this.latestArb = /* @__PURE__ */ new Map();
     // ── Orderbook state per market ──
     this.books = /* @__PURE__ */ new Map();
     /** Markets currently resyncing (awaiting snapshot after seq gap / checksum mismatch). */
@@ -858,6 +888,69 @@ var AggWebSocket = class {
   isResyncing(outcomeId) {
     return this.resyncing.has(outcomeId);
   }
+  /** Get the latest arb update for a market (or null if none received yet). */
+  getArb(marketId) {
+    var _a;
+    return (_a = this.latestArb.get(marketId)) != null ? _a : null;
+  }
+  /**
+   * Subscribe to per-market arb updates for a given marketId.
+   * Ref-counted: multiple callers for the same marketId share one server subscription.
+   * Returns an unsubscribe function.
+   */
+  subscribeArb(marketId, cb) {
+    let entry = this.arbSubs.get(marketId);
+    if (!entry) {
+      entry = { refCount: 0, cbs: /* @__PURE__ */ new Set() };
+      this.arbSubs.set(marketId, entry);
+      this.ensureConnected();
+      if (this._connected) {
+        this.pendingFlushArbUnsubs.delete(marketId);
+        this.pendingFlushArbSubs.add(marketId);
+        this.scheduleFlush();
+      }
+    }
+    entry.cbs.add(cb);
+    entry.refCount++;
+    return () => {
+      const e = this.arbSubs.get(marketId);
+      if (!e) return;
+      e.cbs.delete(cb);
+      e.refCount--;
+      if (e.refCount <= 0) {
+        this.arbSubs.delete(marketId);
+        if (this._connected) {
+          if (this.pendingFlushArbSubs.has(marketId)) {
+            this.pendingFlushArbSubs.delete(marketId);
+          } else {
+            this.pendingFlushArbUnsubs.add(marketId);
+            this.scheduleFlush();
+          }
+        }
+      }
+    };
+  }
+  /**
+   * Subscribe to the global arb-feed batches.
+   * Only one server subscription is maintained regardless of how many callers.
+   * Returns an unsubscribe function.
+   */
+  subscribeArbFeed(cb) {
+    const wasEmpty = this.arbFeedCbs.size === 0;
+    this.arbFeedCbs.add(cb);
+    if (wasEmpty) {
+      this.ensureConnected();
+      if (this._connected) {
+        this.send({ action: "subscribe", channel: "arb-feed" });
+      }
+    }
+    return () => {
+      this.arbFeedCbs.delete(cb);
+      if (this.arbFeedCbs.size === 0 && this._connected) {
+        this.send({ action: "unsubscribe", channel: "arb-feed" });
+      }
+    };
+  }
   /**
    * Subscribe to a feed by outcome ID.
    * @param outcomeId  The venueMarketOutcomeId to subscribe to.
@@ -995,6 +1088,11 @@ var AggWebSocket = class {
     this.pendingFlushUnsubs.clear();
     this.pendingFlushTradeSubs.clear();
     this.pendingFlushTradeUnsubs.clear();
+    this.arbSubs.clear();
+    this.arbFeedCbs.clear();
+    this.latestArb.clear();
+    this.pendingFlushArbSubs.clear();
+    this.pendingFlushArbUnsubs.clear();
     this.flushScheduled = false;
   }
   /** Update callbacks (e.g., after React re-render). */
@@ -1040,7 +1138,7 @@ var AggWebSocket = class {
       if (wasConnected) {
         (_b = (_a = this.callbacks).onConnectionStateChange) == null ? void 0 : _b.call(_a, false);
       }
-      if (!this.destroyed && this.subs.size > 0) {
+      if (!this.destroyed && (this.subs.size > 0 || this.arbSubs.size > 0 || this.arbFeedCbs.size > 0)) {
         this.scheduleReconnect();
       }
     };
@@ -1085,7 +1183,7 @@ var AggWebSocket = class {
   }
   // ── Message handling ──
   handleMessage(raw) {
-    var _a, _b, _c, _d, _e, _f, _g, _h, _i, _j, _k, _l;
+    var _a, _b, _c, _d, _e, _f, _g, _h, _i, _j, _k, _l, _m, _n, _o, _p;
     const type = raw.type;
     switch (type) {
       case "orderbook_snapshot":
@@ -1133,6 +1231,22 @@ var AggWebSocket = class {
       case "withdrawal_lifecycle":
         (_l = (_k = this.callbacks).onWithdrawalLifecycle) == null ? void 0 : _l.call(_k, raw);
         break;
+      case "arb_market_update": {
+        const arbMsg = raw;
+        this.latestArb.set(arbMsg.marketId, arbMsg);
+        const arbEntry = this.arbSubs.get(arbMsg.marketId);
+        if (arbEntry) {
+          for (const cb of arbEntry.cbs) cb(arbMsg);
+        }
+        (_n = (_m = this.callbacks).onArbMarket) == null ? void 0 : _n.call(_m, arbMsg);
+        break;
+      }
+      case "arb_feed_batch": {
+        const feedMsg = raw;
+        for (const cb of this.arbFeedCbs) cb(feedMsg);
+        (_p = (_o = this.callbacks).onArbFeed) == null ? void 0 : _p.call(_o, feedMsg);
+        break;
+      }
     }
   }
   /**
@@ -1169,6 +1283,17 @@ var AggWebSocket = class {
       this.send({ action: "resnapshot", channel: "orderbook", outcomeIds: resnapshotIds });
     }
     this.pendingResnapshots.clear();
+    const arbSet = new Set(this.activeArbMarkets());
+    this.pendingFlushArbSubs.forEach((id) => arbSet.add(id));
+    const arbIds = Array.from(arbSet);
+    if (arbIds.length > 0) {
+      this.send({ action: "subscribe", channel: "arb", marketIds: arbIds });
+    }
+    this.pendingFlushArbSubs.clear();
+    this.pendingFlushArbUnsubs.clear();
+    if (this.arbFeedCbs.size > 0) {
+      this.send({ action: "subscribe", channel: "arb-feed" });
+    }
   }
   handleSnapshot(raw) {
     var _a, _b;
@@ -1340,6 +1465,8 @@ var AggWebSocket = class {
         this.pendingFlushUnsubs.clear();
         this.pendingFlushTradeSubs.clear();
         this.pendingFlushTradeUnsubs.clear();
+        this.pendingFlushArbSubs.clear();
+        this.pendingFlushArbUnsubs.clear();
         return;
       }
       this.flushPending();
@@ -1386,6 +1513,28 @@ var AggWebSocket = class {
       });
       this.pendingFlushTradeUnsubs.clear();
     }
+    for (const id of [...this.pendingFlushArbSubs]) {
+      if (this.pendingFlushArbUnsubs.has(id)) {
+        this.pendingFlushArbSubs.delete(id);
+        this.pendingFlushArbUnsubs.delete(id);
+      }
+    }
+    if (this.pendingFlushArbSubs.size > 0) {
+      this.send({
+        action: "subscribe",
+        channel: "arb",
+        marketIds: Array.from(this.pendingFlushArbSubs)
+      });
+      this.pendingFlushArbSubs.clear();
+    }
+    if (this.pendingFlushArbUnsubs.size > 0) {
+      this.send({
+        action: "unsubscribe",
+        channel: "arb",
+        marketIds: Array.from(this.pendingFlushArbUnsubs)
+      });
+      this.pendingFlushArbUnsubs.clear();
+    }
   }
   sendSubscribe(outcomeIds) {
     this.send({ action: "subscribe", channel: "orderbook", outcomeIds });
@@ -1410,6 +1559,9 @@ var AggWebSocket = class {
     });
     return markets;
   }
+  activeArbMarkets() {
+    return Array.from(this.arbSubs.keys());
+  }
   emitDiagnostic(event) {
     var _a, _b;
     (_b = (_a = this.callbacks).onDiagnostics) == null ? void 0 : _b.call(_a, event);
@@ -2091,6 +2243,7 @@ Issued At: ${issuedAt}`;
       if (params.orderId) query.orderId = params.orderId;
       if (params.quoteId) query.quoteId = params.quoteId;
       if (params.status) query.status = params.status;
+      if (params.mode) query.mode = params.mode;
       if (params.cursor) query.cursor = params.cursor;
       if (params.limit != null) query.limit = String(params.limit);
       return this.request("/execution/orders", {
@@ -2117,6 +2270,7 @@ Issued At: ${issuedAt}`;
       if (params.cursor) query.cursor = params.cursor;
       if (params.limit != null) query.limit = String(params.limit);
       if (params.status) query.status = params.status;
+      if (params.mode) query.mode = params.mode;
       return this.request("/execution/positions", {
         query: Object.keys(query).length ? query : void 0
       });
@@ -2124,8 +2278,12 @@ Issued At: ${issuedAt}`;
   }
   /** Get managed wallet balances, including per-chain cash balances and per-venue position balances. */
   getManagedBalances() {
-    return __async(this, null, function* () {
-      return this.request("/execution/balances");
+    return __async(this, arguments, function* (params = {}) {
+      const query = {};
+      if (params.mode) query.mode = params.mode;
+      return this.request("/execution/balances", {
+        query: Object.keys(query).length ? query : void 0
+      });
     });
   }
   /** Cancel a pending managed execution by order id. */
@@ -2175,6 +2333,92 @@ Issued At: ${issuedAt}`;
       });
     });
   }
+  /** List deterministic recurring crypto window markets across venues. Requires appId or admin auth. */
+  listRecurringCryptoMarkets(options) {
+    return __async(this, null, function* () {
+      const query = {};
+      if ((options == null ? void 0 : options.assets) && options.assets.length > 0) query.assets = options.assets;
+      if ((options == null ? void 0 : options.durations) && options.durations.length > 0) query.durations = options.durations;
+      if (options == null ? void 0 : options.interval) query.interval = options.interval;
+      if (options == null ? void 0 : options.window) query.window = options.window;
+      if ((options == null ? void 0 : options.venues) && options.venues.length > 0) query.venues = options.venues;
+      if ((options == null ? void 0 : options.status) && options.status.length > 0) query.status = options.status;
+      if (options == null ? void 0 : options.windowStartFrom) query.windowStartFrom = options.windowStartFrom;
+      if (options == null ? void 0 : options.windowStartTo) query.windowStartTo = options.windowStartTo;
+      if (options == null ? void 0 : options.cursor) query.cursor = options.cursor;
+      if ((options == null ? void 0 : options.limit) != null) query.limit = String(options.limit);
+      if ((options == null ? void 0 : options.includeOrderbookPrices) != null) {
+        query.includeOrderbookPrices = String(options.includeOrderbookPrices);
+      }
+      if ((options == null ? void 0 : options.includeReferencePrices) != null) {
+        query.includeReferencePrices = String(options.includeReferencePrices);
+      }
+      if ((options == null ? void 0 : options.includeDirectVenueMarkets) != null) {
+        query.includeDirectVenueMarkets = String(options.includeDirectVenueMarkets);
+      }
+      return this.request("/crypto/recurring-markets", {
+        query: Object.keys(query).length > 0 ? query : void 0,
+        signal: options == null ? void 0 : options.signal
+      });
+    });
+  }
+  /** Poll fresh reference prices for recurring crypto markets. Requires appId or admin auth. */
+  getCryptoReferencePrices(options) {
+    return __async(this, null, function* () {
+      var _a, _b, _c, _d, _e, _f;
+      const targets = [
+        ...(_a = options.targets) != null ? _a : [],
+        ...((_b = options.venueMarketIds) != null ? _b : []).map((venueMarketId) => ({
+          type: "venueMarket",
+          venueMarketId
+        })),
+        ...((_c = options.venueEventIds) != null ? _c : []).map((venueEventId) => ({
+          type: "venueEvent",
+          venueEventId
+        })),
+        ...((_d = options.externalMarkets) != null ? _d : []).map((market) => ({
+          type: "externalVenueMarket",
+          venue: market.venue,
+          externalMarketId: market.externalMarketId
+        })),
+        ...((_e = options.markets) != null ? _e : []).map((market) => {
+          var _a2;
+          return {
+            type: "market",
+            venue: market.venue,
+            venueEventId: market.venueEventId,
+            venueMarketId: market.venueMarketId,
+            externalEventId: market.externalEventId,
+            externalMarketId: market.externalMarketId,
+            asset: market.asset,
+            quoteAsset: (_a2 = market.quoteAsset) != null ? _a2 : "USD",
+            resolution: market.resolution
+          };
+        }),
+        ...((_f = options.windowMarkets) != null ? _f : []).flatMap(
+          (windowMarket) => windowMarket.markets.map((market) => ({
+            type: "market",
+            venue: market.venue,
+            venueEventId: market.venueEventId,
+            venueMarketId: market.venueMarketId,
+            externalEventId: market.externalEventId,
+            externalMarketId: market.externalMarketId,
+            asset: windowMarket.asset,
+            quoteAsset: windowMarket.quoteAsset,
+            resolution: market.resolution
+          }))
+        )
+      ];
+      if (targets.length === 0) {
+        throw new Error("getCryptoReferencePrices requires at least one target");
+      }
+      return this.request("/crypto/reference-prices", {
+        method: "POST",
+        body: JSON.stringify({ targets }),
+        signal: options.signal
+      });
+    });
+  }
   /** List venue markets with optional filters. Requires appId or admin auth. Supports cursor-based pagination. */
   getVenueMarkets(options) {
     return __async(this, null, function* () {
@@ -2373,6 +2617,7 @@ Issued At: ${issuedAt}`;
       if (params.compareVenues) query.compareVenues = "true";
       if ((_c = params.allowedVenues) == null ? void 0 : _c.length) query.allowedVenues = params.allowedVenues.map(String);
       if (params.tradeSide) query.side = params.tradeSide;
+      if (params.mode) query.mode = params.mode;
       if (params.deepEstimate) query.deepEstimate = "true";
       const response = yield this.request(
         `/orderbook/${encodeURIComponent(venueMarketOutcomeId)}/route`,
@@ -2474,6 +2719,7 @@ Issued At: ${issuedAt}`;
       if (params == null ? void 0 : params.cursor) query.cursor = params.cursor;
       if ((params == null ? void 0 : params.limit) != null) query.limit = String(params.limit);
       if (params == null ? void 0 : params.status) query.status = params.status;
+      if (params == null ? void 0 : params.mode) query.mode = params.mode;
       return this.request("/execution/positions", {
         query: Object.keys(query).length > 0 ? query : void 0
       });
@@ -2512,6 +2758,18 @@ Issued At: ${issuedAt}`;
 // src/best-split.ts
 var computeBestSplitsByAmount2 = computeBestSplitsByAmount;
 
+// src/types.ts
+var RECURRENCE_CADENCES = [
+  "PT5M",
+  "PT10M",
+  "PT15M",
+  "PT1H",
+  "P1D",
+  "P1W",
+  "P1M",
+  "P1Y"
+];
+
 // src/errors.ts
 var TurnstileChallengeError = class extends Error {
   constructor(siteKey) {
@@ -2724,6 +2982,9 @@ function createAggClient(options) {
   MatchStatus,
   MatchType,
   OrderStatus,
+  OrderType,
+  RECURRENCE_CADENCES,
+  TimeInForce,
   TradeSide,
   TurnstileChallengeError,
   VENUES,